Latent variable nonparametric cointegrating regression
Year of publication: |
September 2016
|
---|---|
Authors: | Wang, Qiying ; Phillips, Peter C. B. ; Kasparis, Ioannis |
Publisher: |
New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University |
Subject: | Nichtparametrische Schätzung | Nonparametric estimation | Kointegration | Cointegration | Item-Response-Theorie | Item response theory |
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